+162.3%
JPM vs ACHR
-20.7%
+183.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.8% |
| 7D | -0.4% | -2.7% | +2.2% | -0.2% |
| 30D | -1.4% | -12.1% | +10.7% | -0.6% |
| 3M | +13.9% | +3.4% | +10.6% | +12.8% |
| 6M | +23.5% | -15.6% | +39.2% | +23.9% |
| YTD | +11.6% | -26.9% | +38.5% | +13.0% |
| 1Y | +21.4% | -34.8% | +56.1% | +23.2% |
| All | +162.3% | -20.7% | +183.0% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling